There're plenty of them in show-business or fashion industry. There are bars, clubs, etc. Gays are not openly discriminated, but ignored by the majority and generally, nobody cares about whom you sleep with. It is a personal matter, after all, and not to be brought to people's attention. Gay marriages are not legal, well, this doesn't mean two gays can't live together, etc, but legally, they're not bound by any legal obligations (matters concerning inheritance, for example). There's a family legislation in Russia which explicitly states that marriage is a social union of a man and a woman. Official church, though technically it is separated from the state, but nonetheless having a rather substantial support from the government, strongly opposes homosexuality.
Generally, if you're a gay and you don't wear some extravagant clothing nobody will even know it, right? Some gay mannerism might be noticed and cause a few eyebrows to raise, but that's about all of the reaction you'd get.